Uh - make sure "mysql" is installed, and type "mysql"?
That's a pretty vague question.
There's a huge number of different ways you can use "mysql", under Linux or otherwise. Using the command line interpreter ("mysql"), or writing a program in a language that interfaces to mysql (Perl, PHP, C/C++, Java/JDBC and Ruby come immediately to mind) are just a couple of ways.
The real answer is "It depends".
But you could do worse than starting here:
'Hope that helps .. PSM